CME Japanese Yen Future June 2009

Trading Metrics calculated at close of trading on 08-Jan-2009

Day Change Summary
	Previous	Current
	07-Jan-2009	08-Jan-2009	Change	Change %	Previous Week
Open	1.0721	1.0836	0.0115	1.1%	1.1073
High	1.0822	1.0987	0.0165	1.5%	1.1111
Low	1.0721	1.0836	0.0115	1.1%	1.0960
Close	1.0808	1.0972	0.0164	1.5%	1.0881
Range	0.0101	0.0151	0.0050	49.5%	0.0151
ATR	0.0110	0.0115	0.0005	4.5%	0.0000
Volume	84	27	-57	-67.9%	48

Daily Pivots for day following 08-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1385	1.1329	1.1055
R3	1.1234	1.1178	1.1014
R2	1.1083	1.1083	1.1000
R1	1.1027	1.1027	1.0986	1.1055
PP	1.0932	1.0932	1.0932	1.0946
S1	1.0876	1.0876	1.0958	1.0904
S2	1.0781	1.0781	1.0944
S3	1.0630	1.0725	1.0930
S4	1.0479	1.0574	1.0889

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.1437	1.1310	1.0964
R3	1.1286	1.1159	1.0923
R2	1.1135	1.1135	1.0909
R1	1.1008	1.1008	1.0895	1.0996
PP	1.0984	1.0984	1.0984	1.0978
S1	1.0857	1.0857	1.0867	1.0845
S2	1.0833	1.0833	1.0853
S3	1.0682	1.0706	1.0839
S4	1.0531	1.0555	1.0798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0987	1.0632	0.0355	3.2%	0.0103	0.9%	96%	True	False	66
10	1.1111	1.0632	0.0479	4.4%	0.0056	0.5%	71%	False	False	39
20	1.1509	1.0632	0.0877	8.0%	0.0077	0.7%	39%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1629
2.618	1.1382
1.618	1.1231
1.000	1.1138
0.618	1.1080
HIGH	1.0987
0.618	1.0929
0.500	1.0912
0.382	1.0894
LOW	1.0836
0.618	1.0743
1.000	1.0685
1.618	1.0592
2.618	1.0441
4.250	1.0194

Fisher Pivots for day following 08-Jan-2009
Pivot	1 day	3 day
R1	1.0952	1.0918
PP	1.0932	1.0864
S1	1.0912	1.0810

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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